+64.4%
BROS vs MOD
+300.6%
-236.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | 0.0% |
| 7D | -6.7% | +9.6% | -16.3% | -8.3% |
| 30D | -29.1% | 0.0% | -29.1% | -29.2% |
| 3M | -16.7% | -35.4% | +18.7% | -10.8% |
| 6M | -11.6% | -7.3% | -4.3% | -13.0% |
| YTD | -23.9% | +45.8% | -69.7% | -32.3% |
| 1Y | -34.8% | +43.1% | -77.9% | -42.6% |
| All | +64.4% | +300.6% | -236.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling